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isPartOf:"CFS Working Paper Series"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Statistical distribution"
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Search: subject_exact:"Value at risk"
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Statistical distribution
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Adewuyi, Adeolu O.
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CFS Working Paper Series
Journal of economic dynamics & control
The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
76
Journal of banking & finance
30
International journal of forecasting
24
Risks : open access journal
24
Discussion paper / Tinbergen Institute
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The journal of operational risk
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Journal of risk
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Economic modelling
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Applied economics
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Journal of econometrics
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Journal of empirical finance
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Finance research letters
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International review of financial analysis
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The journal of risk model validation
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Quantitative finance
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SFB 649 discussion paper
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Scandinavian actuarial journal
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Astin bulletin : the journal of the International Actuarial Association
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International review of economics & finance : IREF
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Pacific-Basin finance journal
7
Journal of risk management in financial institutions
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ASTIN bulletin : the journal of the International Actuarial Association
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Applied economics letters
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International journal of theoretical and applied finance
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Journal of international financial markets, institutions & money
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Research in international business and finance
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ECONIS (ZBW)
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1
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
2
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
3
Network tail risk estimation in the European banking system
Torri, Gabriele
;
Giacometti, Rosella
;
Tichý, Tomáš
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012668977
Saved in:
4
Tail risk and investors' concerns : evidence from Brazil
Freire, Gustavo
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013187641
Saved in:
5
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
Saved in:
6
Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
Tiwari, Aviral Kumar
;
Adewuyi, Adeolu O.
;
Albulescu, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012659682
Saved in:
7
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
8
Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
Saved in:
9
Capturing deep tail risk via sequential learning of quantile dynamics
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012314027
Saved in:
10
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
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